Iranian athlete emerged victorious over Lu Haotian 4-2.
In his second match, Vafaei is to meet his Irish rival Ken Doherty on Wednesday.
The Welsh Open is being held at Venue Cymru in Llandudno for the first time from February 13-19.
Earlier on January 9, Vafaei defeated the top player Mark Selby from England who is the second-best snooker in the world.
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